-77.0%
PATH vs NVS
+135.2%
-212.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -5.3% | +1.1% | -6.4% | -5.5% |
| 30D | -0.5% | +13.4% | -14.0% | -2.8% |
| 3M | -7.1% | +5.4% | -12.6% | -7.9% |
| 6M | +23.8% | +9.6% | +14.2% | +21.5% |
| YTD | -20.7% | +21.5% | -42.2% | -24.9% |
| 1Y | -8.1% | +32.3% | -40.4% | -15.4% |
| 3Y | -21.8% | +92.9% | -114.8% | -38.5% |
| All | -77.0% | +135.2% | -212.2% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling